dc.creator | Jodrá Esteban, Pedro | es |
dc.creator | Jiménez Gamero, María Dolores | es |
dc.creator | Alba Fernández, María Virtudes | es |
dc.date.accessioned | 2021-04-13T10:36:15Z | |
dc.date.available | 2021-04-13T10:36:15Z | |
dc.date.issued | 2015-06-02 | |
dc.identifier.citation | Jodrá Esteban, P., Jiménez Gamero, M.D. y Alba Fernández, M.V. (2015). On the Muth Distribution. Mathematical Modelling and Analysis, 20 (3), 291-310. | |
dc.identifier.issn | 1392-6292 | es |
dc.identifier.issn | 1648-3510 | es |
dc.identifier.uri | https://hdl.handle.net/11441/107024 | |
dc.description.abstract | The Muth distribution is a continuous random variable introduced in the context of reliability theory. In this paper, some mathematical properties of the model are derived, including analytical expressions for the moment generating function, moments, mode, quantile function and moments of the order statistics. In this regard, the generalized integro-exponential function, the Lambert W function and the golden ratio arise in a natural way. The parameter estimation of the model is performed by the methods of maximum likelihood, least squares, weighted least squares and moments, which are compared via a Monte Carlo simulation study. A natural extension of the model is considered as well as an application to a real data set. | es |
dc.format | application/pdf | es |
dc.format.extent | 19 p. | es |
dc.language.iso | eng | es |
dc.publisher | Vilnius teach journals | es |
dc.relation.ispartof | Mathematical Modelling and Analysis, 20 (3), 291-310. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Muth distribution | es |
dc.subject | moment generating function | es |
dc.subject | order statistics | es |
dc.subject | parameter estimation | es |
dc.subject | simulation | es |
dc.title | On the Muth Distribution | es |
dc.type | info:eu-repo/semantics/article | es |
dc.type.version | info:eu-repo/semantics/publishedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa | es |
dc.relation.publisherversion | https://doi.org/10.3846/13926292.2015.1048540 | es |
dc.identifier.doi | 10.3846/13926292.2015.1048540 | es |
dc.contributor.group | Universidad de Sevilla. FQM153: Estadística e Investigación Operativa | es |
dc.journaltitle | Mathematical Modelling and Analysis | es |
dc.publication.volumen | 20 | es |
dc.publication.issue | 3 | es |
dc.publication.initialPage | 291 | es |
dc.publication.endPage | 310 | es |